INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
20 Dec 2024 04:11 PM IST
| INDUSINDBK 26DEC2024 900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.23
Theta: -0.65
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 929.45 | 33.85 | -34.85 | 22.82 | 420 | 11 | 339 | |||
| 19 Dec | 964.40 | 68.7 | -1.30 | 42.11 | 154 | -30 | 329 | |||
| 18 Dec | 965.20 | 70 | -6.45 | 27.77 | 102 | 12 | 354 | |||
| 17 Dec | 975.65 | 76.45 | -26.50 | - | 38 | 32 | 344 | |||
| 16 Dec | 999.35 | 102.95 | 11.75 | 44.35 | 105 | -19 | 313 | |||
| 13 Dec | 986.65 | 91.2 | -15.70 | 26.63 | 235 | 22 | 332 | |||
| 12 Dec | 997.95 | 106.9 | 15.90 | 47.55 | 51 | -18 | 309 | |||
| 11 Dec | 984.85 | 91 | 0.90 | 35.32 | 112 | 2 | 327 | |||
| 10 Dec | 984.30 | 90.1 | 1.10 | 32.70 | 92 | 13 | 325 | |||
| 9 Dec | 982.60 | 89 | -8.35 | 29.95 | 174 | 95 | 312 | |||
| 6 Dec | 990.35 | 97.35 | -9.35 | 34.64 | 59 | 13 | 216 | |||
| 5 Dec | 998.20 | 106.7 | -0.75 | 35.27 | 93 | 12 | 202 | |||
| 4 Dec | 998.85 | 107.45 | -0.05 | 30.20 | 20 | 2 | 191 | |||
| 3 Dec | 998.35 | 107.5 | 7.55 | 33.13 | 51 | 9 | 188 | |||
| 2 Dec | 990.95 | 99.95 | -5.90 | 30.03 | 192 | 15 | 178 | |||
| 29 Nov | 995.85 | 105.85 | -1.15 | 32.94 | 108 | 34 | 164 | |||
| 28 Nov | 993.60 | 107 | -6.00 | 35.22 | 84 | 50 | 131 | |||
| 27 Nov | 1001.95 | 113 | -8.50 | 23.71 | 64 | 41 | 80 | |||
| 26 Nov | 1009.60 | 121.5 | 4.65 | 34.15 | 38 | 20 | 36 | |||
| 25 Nov | 1003.50 | 116.85 | 4.85 | 33.75 | 5 | 14 | 17 | |||
| 22 Nov | 998.20 | 112 | 16.00 | 30.96 | 14 | 11 | 14 | |||
| 21 Nov | 981.45 | 96 | -82.20 | 25.75 | 4 | 2 | 2 | |||
| 20 Nov | 1000.20 | 178.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 19 Nov | 1000.20 | 178.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1004.60 | 178.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1017.15 | 178.2 | 178.20 | - | 0 | 0 | 0 | |||
| 13 Nov | 1036.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1053.80 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Indusind Bank Limited - strike price 900 expiring on 26DEC2024
Delta for 900 CE is 0.89
Historical price for 900 CE is as follows
On 20 Dec INDUSINDBK was trading at 929.45. The strike last trading price was 33.85, which was -34.85 lower than the previous day. The implied volatity was 22.82, the open interest changed by 11 which increased total open position to 339
On 19 Dec INDUSINDBK was trading at 964.40. The strike last trading price was 68.7, which was -1.30 lower than the previous day. The implied volatity was 42.11, the open interest changed by -30 which decreased total open position to 329
On 18 Dec INDUSINDBK was trading at 965.20. The strike last trading price was 70, which was -6.45 lower than the previous day. The implied volatity was 27.77, the open interest changed by 12 which increased total open position to 354
On 17 Dec INDUSINDBK was trading at 975.65. The strike last trading price was 76.45, which was -26.50 lower than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 344
On 16 Dec INDUSINDBK was trading at 999.35. The strike last trading price was 102.95, which was 11.75 higher than the previous day. The implied volatity was 44.35, the open interest changed by -19 which decreased total open position to 313
On 13 Dec INDUSINDBK was trading at 986.65. The strike last trading price was 91.2, which was -15.70 lower than the previous day. The implied volatity was 26.63, the open interest changed by 22 which increased total open position to 332
On 12 Dec INDUSINDBK was trading at 997.95. The strike last trading price was 106.9, which was 15.90 higher than the previous day. The implied volatity was 47.55, the open interest changed by -18 which decreased total open position to 309
On 11 Dec INDUSINDBK was trading at 984.85. The strike last trading price was 91, which was 0.90 higher than the previous day. The implied volatity was 35.32, the open interest changed by 2 which increased total open position to 327
On 10 Dec INDUSINDBK was trading at 984.30. The strike last trading price was 90.1, which was 1.10 higher than the previous day. The implied volatity was 32.70, the open interest changed by 13 which increased total open position to 325
On 9 Dec INDUSINDBK was trading at 982.60. The strike last trading price was 89, which was -8.35 lower than the previous day. The implied volatity was 29.95, the open interest changed by 95 which increased total open position to 312
On 6 Dec INDUSINDBK was trading at 990.35. The strike last trading price was 97.35, which was -9.35 lower than the previous day. The implied volatity was 34.64, the open interest changed by 13 which increased total open position to 216
On 5 Dec INDUSINDBK was trading at 998.20. The strike last trading price was 106.7, which was -0.75 lower than the previous day. The implied volatity was 35.27, the open interest changed by 12 which increased total open position to 202
On 4 Dec INDUSINDBK was trading at 998.85. The strike last trading price was 107.45, which was -0.05 lower than the previous day. The implied volatity was 30.20, the open interest changed by 2 which increased total open position to 191
On 3 Dec INDUSINDBK was trading at 998.35. The strike last trading price was 107.5, which was 7.55 higher than the previous day. The implied volatity was 33.13, the open interest changed by 9 which increased total open position to 188
On 2 Dec INDUSINDBK was trading at 990.95. The strike last trading price was 99.95, which was -5.90 lower than the previous day. The implied volatity was 30.03, the open interest changed by 15 which increased total open position to 178
On 29 Nov INDUSINDBK was trading at 995.85. The strike last trading price was 105.85, which was -1.15 lower than the previous day. The implied volatity was 32.94, the open interest changed by 34 which increased total open position to 164
On 28 Nov INDUSINDBK was trading at 993.60. The strike last trading price was 107, which was -6.00 lower than the previous day. The implied volatity was 35.22, the open interest changed by 50 which increased total open position to 131
On 27 Nov INDUSINDBK was trading at 1001.95. The strike last trading price was 113, which was -8.50 lower than the previous day. The implied volatity was 23.71, the open interest changed by 41 which increased total open position to 80
On 26 Nov INDUSINDBK was trading at 1009.60. The strike last trading price was 121.5, which was 4.65 higher than the previous day. The implied volatity was 34.15, the open interest changed by 20 which increased total open position to 36
On 25 Nov INDUSINDBK was trading at 1003.50. The strike last trading price was 116.85, which was 4.85 higher than the previous day. The implied volatity was 33.75, the open interest changed by 14 which increased total open position to 17
On 22 Nov INDUSINDBK was trading at 998.20. The strike last trading price was 112, which was 16.00 higher than the previous day. The implied volatity was 30.96, the open interest changed by 11 which increased total open position to 14
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 96, which was -82.20 lower than the previous day. The implied volatity was 25.75, the open interest changed by 2 which increased total open position to 2
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 178.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 178.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 178.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 178.2, which was 178.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| INDUSINDBK 26DEC2024 900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 0.32
Theta: -0.81
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 929.45 | 4 | 2.10 | 31.90 | 6,951 | -27 | 2,706 |
| 19 Dec | 964.40 | 1.9 | 0.10 | 37.33 | 3,658 | 65 | 2,745 |
| 18 Dec | 965.20 | 1.8 | -0.25 | 35.86 | 2,017 | -119 | 2,669 |
| 17 Dec | 975.65 | 2.05 | 1.00 | 37.47 | 1,786 | -110 | 2,786 |
| 16 Dec | 999.35 | 1.05 | -0.35 | 37.56 | 1,394 | -152 | 2,901 |
| 13 Dec | 986.65 | 1.4 | 0.05 | 32.33 | 3,729 | 5 | 3,088 |
| 12 Dec | 997.95 | 1.35 | -0.60 | 33.60 | 1,310 | -125 | 3,093 |
| 11 Dec | 984.85 | 1.95 | -0.75 | 31.71 | 1,952 | -667 | 3,218 |
| 10 Dec | 984.30 | 2.7 | -0.65 | 33.14 | 1,591 | 90 | 3,888 |
| 9 Dec | 982.60 | 3.35 | 0.25 | 33.88 | 2,790 | 777 | 3,803 |
| 6 Dec | 990.35 | 3.1 | 0.20 | 32.14 | 2,617 | 339 | 3,036 |
| 5 Dec | 998.20 | 2.9 | 0.00 | 33.03 | 1,474 | -54 | 2,693 |
| 4 Dec | 998.85 | 2.9 | -0.50 | 32.81 | 1,623 | 143 | 2,743 |
| 3 Dec | 998.35 | 3.4 | -1.05 | 33.14 | 1,969 | -89 | 2,594 |
| 2 Dec | 990.95 | 4.45 | -0.25 | 33.28 | 2,563 | 315 | 2,682 |
| 29 Nov | 995.85 | 4.7 | -2.15 | 32.80 | 2,819 | 704 | 2,363 |
| 28 Nov | 993.60 | 6.85 | 1.55 | 36.05 | 2,369 | 706 | 1,654 |
| 27 Nov | 1001.95 | 5.3 | -0.15 | 35.08 | 954 | 133 | 946 |
| 26 Nov | 1009.60 | 5.45 | -1.85 | 35.75 | 467 | 70 | 813 |
| 25 Nov | 1003.50 | 7.3 | -0.70 | 37.34 | 769 | 184 | 742 |
| 22 Nov | 998.20 | 8 | -2.95 | 35.81 | 730 | 98 | 656 |
| 21 Nov | 981.45 | 10.95 | 0.65 | 36.16 | 1,393 | 61 | 556 |
| 20 Nov | 1000.20 | 10.3 | 0.00 | 38.35 | 935 | 430 | 500 |
| 19 Nov | 1000.20 | 10.3 | 3.80 | 38.35 | 935 | 435 | 500 |
| 18 Nov | 1004.60 | 6.5 | -6.10 | 32.98 | 106 | 64 | 64 |
| 14 Nov | 1017.15 | 12.6 | 12.60 | 10.85 | 0 | 0 | 0 |
| 13 Nov | 1036.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1053.80 | 0 | 0.00 | 0 | 0 | 0 | |
For Indusind Bank Limited - strike price 900 expiring on 26DEC2024
Delta for 900 PE is -0.19
Historical price for 900 PE is as follows
On 20 Dec INDUSINDBK was trading at 929.45. The strike last trading price was 4, which was 2.10 higher than the previous day. The implied volatity was 31.90, the open interest changed by -27 which decreased total open position to 2706
On 19 Dec INDUSINDBK was trading at 964.40. The strike last trading price was 1.9, which was 0.10 higher than the previous day. The implied volatity was 37.33, the open interest changed by 65 which increased total open position to 2745
On 18 Dec INDUSINDBK was trading at 965.20. The strike last trading price was 1.8, which was -0.25 lower than the previous day. The implied volatity was 35.86, the open interest changed by -119 which decreased total open position to 2669
On 17 Dec INDUSINDBK was trading at 975.65. The strike last trading price was 2.05, which was 1.00 higher than the previous day. The implied volatity was 37.47, the open interest changed by -110 which decreased total open position to 2786
On 16 Dec INDUSINDBK was trading at 999.35. The strike last trading price was 1.05, which was -0.35 lower than the previous day. The implied volatity was 37.56, the open interest changed by -152 which decreased total open position to 2901
On 13 Dec INDUSINDBK was trading at 986.65. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 32.33, the open interest changed by 5 which increased total open position to 3088
On 12 Dec INDUSINDBK was trading at 997.95. The strike last trading price was 1.35, which was -0.60 lower than the previous day. The implied volatity was 33.60, the open interest changed by -125 which decreased total open position to 3093
On 11 Dec INDUSINDBK was trading at 984.85. The strike last trading price was 1.95, which was -0.75 lower than the previous day. The implied volatity was 31.71, the open interest changed by -667 which decreased total open position to 3218
On 10 Dec INDUSINDBK was trading at 984.30. The strike last trading price was 2.7, which was -0.65 lower than the previous day. The implied volatity was 33.14, the open interest changed by 90 which increased total open position to 3888
On 9 Dec INDUSINDBK was trading at 982.60. The strike last trading price was 3.35, which was 0.25 higher than the previous day. The implied volatity was 33.88, the open interest changed by 777 which increased total open position to 3803
On 6 Dec INDUSINDBK was trading at 990.35. The strike last trading price was 3.1, which was 0.20 higher than the previous day. The implied volatity was 32.14, the open interest changed by 339 which increased total open position to 3036
On 5 Dec INDUSINDBK was trading at 998.20. The strike last trading price was 2.9, which was 0.00 lower than the previous day. The implied volatity was 33.03, the open interest changed by -54 which decreased total open position to 2693
On 4 Dec INDUSINDBK was trading at 998.85. The strike last trading price was 2.9, which was -0.50 lower than the previous day. The implied volatity was 32.81, the open interest changed by 143 which increased total open position to 2743
On 3 Dec INDUSINDBK was trading at 998.35. The strike last trading price was 3.4, which was -1.05 lower than the previous day. The implied volatity was 33.14, the open interest changed by -89 which decreased total open position to 2594
On 2 Dec INDUSINDBK was trading at 990.95. The strike last trading price was 4.45, which was -0.25 lower than the previous day. The implied volatity was 33.28, the open interest changed by 315 which increased total open position to 2682
On 29 Nov INDUSINDBK was trading at 995.85. The strike last trading price was 4.7, which was -2.15 lower than the previous day. The implied volatity was 32.80, the open interest changed by 704 which increased total open position to 2363
On 28 Nov INDUSINDBK was trading at 993.60. The strike last trading price was 6.85, which was 1.55 higher than the previous day. The implied volatity was 36.05, the open interest changed by 706 which increased total open position to 1654
On 27 Nov INDUSINDBK was trading at 1001.95. The strike last trading price was 5.3, which was -0.15 lower than the previous day. The implied volatity was 35.08, the open interest changed by 133 which increased total open position to 946
On 26 Nov INDUSINDBK was trading at 1009.60. The strike last trading price was 5.45, which was -1.85 lower than the previous day. The implied volatity was 35.75, the open interest changed by 70 which increased total open position to 813
On 25 Nov INDUSINDBK was trading at 1003.50. The strike last trading price was 7.3, which was -0.70 lower than the previous day. The implied volatity was 37.34, the open interest changed by 184 which increased total open position to 742
On 22 Nov INDUSINDBK was trading at 998.20. The strike last trading price was 8, which was -2.95 lower than the previous day. The implied volatity was 35.81, the open interest changed by 98 which increased total open position to 656
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 10.95, which was 0.65 higher than the previous day. The implied volatity was 36.16, the open interest changed by 61 which increased total open position to 556
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 10.3, which was 0.00 lower than the previous day. The implied volatity was 38.35, the open interest changed by 430 which increased total open position to 500
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 10.3, which was 3.80 higher than the previous day. The implied volatity was 38.35, the open interest changed by 435 which increased total open position to 500
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 6.5, which was -6.10 lower than the previous day. The implied volatity was 32.98, the open interest changed by 64 which increased total open position to 64
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 12.6, which was 12.60 higher than the previous day. The implied volatity was 10.85, the open interest changed by 0 which decreased total open position to 0
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
